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iPath Pure Beta Crude Oil ETN APARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Pure Beta Crude Oil ETN APARCH
paramt-stat
ω0.175611.43
α0.112610.60
β0.853786.94
γ0.44326.43
δ1.372925.54
Estimation Period:
Apr 22, 2011 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts